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From a DataFrame how do I get the column name for the column that has the max value

If I have a DataFrame with numeric values in it, how do I determine which column contains the max value?

EEM_X EFA_X QQQ_X SPY_X
126 0.1898 0.1490 0.1025 0.0965
127 0.1911 0.1476 0.0678 0.0793
128 0.1986 0.1590 0.0750 0.0893
129 0.2180 0.1703 0.0783 0.0924

I want to add a new column ['MAX'] that contains the column name where the value in each row is the highest.

This shoud work:

df.apply(pd.Series.idxmax, axis=1)

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