That's very common for multi-vitamins with a high Vitamin-B dosage. If you take pure Vitamin-B tablets you'll see what I mean - very luminous yellow/orange pee!
I was told by a coach that it's nothing to worry about, as when you train your blood needs more processing by your kidneys, which turn bilirubins into yellow urobilins. B-Vitamins have a similar effect by improving this process.
But the solution is to drink more water, and your urine will become clearer once again!