The use of MgB2 in superconducting applications still awaits for the development of a MgB2-based material where both current-carrying performance and critical magnetic field are optimized simultaneously. We achieved this by doping MgB2 with double-wall carbon nanotubes (DWCNT) as a source of carbon in polycrystalline samples. The optimum nominal DWCNT content for increasing the critical current density, Jc is in the range 2.5-10%at depending on field and temperature. Record values of the upper critical field, Hc2(4K) = 41.9 T (with extrapolated Hc2(0) ~ 44.4 T) are reached in a bulk sample with 10%at DWCNT content. The measured Hc2 vs T in all samples are successfully described using a theoretical model for a two-gap superconductor in the dirty limit first proposed by Gurevich et al.