title: Pandas concatenate dataframe with multiindex retaining index names
body: <p>I have a list of DataFrames as follows where each DataFrame in the list is as follows:</p>
  <pre><code>dfList[0]
  monthNum        1      2 
  G1                                
  2.0           0.05  -0.16
  3.0           1.17   0.07
  4.0           9.06   0.83
  
  dfList[1]
  monthNum        1      2 
  G2                                
  21.0           0.25   0.26
  31.0           1.27   0.27
  41.0           9.26   0.23
  
  dfList[0].index
  Float64Index([2.0, 3.0, 4.0], dtype='float64', name='G1')
  dfList[0].columns
  Int64Index([1, 2], dtype='int64', name='monthNum')
  </code></pre>
  <p>I am trying to achieve the following in a dataframe <code>Final_Combined_DF</code>:</p>
  <pre><code>monthNum        1      2 
  G1                                
  2.0           0.05  -0.16
  3.0           1.17   0.07
  4.0           9.06   0.83
  G2                                
  21.0           0.25   0.26
  31.0           1.27   0.27
  41.0           9.26   0.23
  </code></pre>
  <p>I tried doing different combinations of:<br />
  <code>pd.concat(dfList, axis=0)</code></p>
  <p>but it has not given me desired output. I am not sure how to go about this.</p>