Not with my Mavic (just got it), but with my P3P which should act in a similar fashion..
I launched from the roof of a parking garage, no errors on launch, but once it cleared the garage the compass went haywire and I had a near flyaway. I only got it back switching to manual and using the camera feed to locate myself and fly back (this was exaggerated by the fact that the drone was directly between myself and the sun, so looking up I couldn't see it at all).
Looking back over the logs, the compass was completely confused once I cleared the structure. Consensus was that the metal in the parking garage caused the compass and GPS to orient wrong, once it was away from all of that metal the compass got a clean signal that didn't agree with the previous orientation and it flew away quickly with no input from me aside from some up-stick and yaw.
*Edit* Had I hit RTH, I'd have likely had a flyaway, as the drone didn't know where "North" was, thankfully I had read many threads where RTH resulted in a loss with compass errors so I resisted the urge (I'd by lying if I said my finger wasn't hovering above the RTH button though).
A quick video thrown together with Dashware to show what was happening during the flight..
After a compass calibration, it has worked well ever since.