Get each value from multiple lookup dropdown list using JavaScript

I am able to get the values by:

<script type="text/javascript" src="https://code.jquery.com/jquery-1.12.4.js"></script>
    <script type="text/javascript">
        $(function () {
            //MultiLookup is filed title
            var values = $('select[title="MultiLookup selected values"]').children('option').map(function (i, e) {
                return e.value || e.innerText;
            }).get();
            alert(values);
        })
    </script>

But I really need to loop through each value and pass it to a function.

Any help would be great.