I don't know what the fucking deal is here, but it appears to be Madonna finishing up a song of hers and breaks out into A New Level by Pantera. Supposedly a tribute to Dimebag Darrell.
I even checked up on this. I originally could not tell if that was really Madonna due to shitty quality, but the lyrics at the end of her song made it easy to find that it was actually her and the song is called Hung Up.
A little more searching and it turns out, not only am I a year behind the times, her guitar teacher was a guy that toured with Prong. So my guess, since the intro riff of A New Level is ungodly fucking easy, is that this was one of the earlier riffs he taught her and she liked it.
Regardless what happened or the reasoning, this is pretty fucking awesome. I don't know if Madonna is a Pantera fan, but I am guessing not necessarily. I've never been a Madonna fan, or a pop fan for that matter, but I've also never hated her (well, I hate that Kabbalah horseshit). With this I have an even greater respect for her, being one of the biggest pop stars in the world, acknowledging one of the better guitarists of human history to a live audience.