It's quite common, though you won't get a multi colored colony. You'll get a mix of different colored colonies, growing together, usually scrolling around one another.
I used to have an Orange M. cap, Green M. cap and Purple Rimmed M cap, all growing together.
Now, I have an Orange M. cap and an Idaho Grape, growing together. I'd planned on adding a Green/Purple Rimmed cap to the mix, but haven't yet.