MultiIndex on complex DataFrame.apply
Seem to be converting MultiIndex into tuples when I do a complex apply:

```
import pandas as pd

s = pd.DataFrame([[1,2], [3,4], [5,6]])
s.index = pd.MultiIndex.from_arrays([['a','a','b'], ['c','d','d']])
s.columns = ['col1','col2']
s
```

<table border="1" class="dataframe">
  <thead>
    <tr style="text-align: right;">
      <th></th>
      <th></th>
      <th>col1</th>
      <th>col2</th>
    </tr>
  </thead>
  <tbody>
    <tr>
      <td rowspan="2" valign="top"><strong>a</strong></td>
      <td><strong>c</strong></td>
      <td> 1</td>
      <td> 2</td>
    </tr>
    <tr>
      <td><strong>d</strong></td>
      <td> 3</td>
      <td> 4</td>
    </tr>
    <tr>
      <td><strong>b</strong></td>
      <td><strong>d</strong></td>
      <td> 5</td>
      <td> 6</td>
    </tr>
  </tbody>
</table>


```
s_1 = s.apply(lambda s: pd.Series({'min': s.min(), 'max': s.max()}), 1)
```

<table border="1" class="dataframe">
  <thead>
    <tr style="text-align: right;">
      <th></th>
      <th>max</th>
      <th>min</th>
    </tr>
  </thead>
  <tbody>
    <tr>
      <td><strong>(a, c)</strong></td>
      <td> 2</td>
      <td> 1</td>
    </tr>
    <tr>
      <td><strong>(a, d)</strong></td>
      <td> 4</td>
      <td> 3</td>
    </tr>
    <tr>
      <td><strong>(b, d)</strong></td>
      <td> 6</td>
      <td> 5</td>
    </tr>
  </tbody>
</table>
