Control inputs are far too slow to compensate for heading deviation. Stock ASAS can control the same vehicle, however, and manually piloting is quite easy.
When Mechjeb starts to see the craft go off course, it only applies ~5% of the total control inputs for a full second before using the full extent of the control system, and in this time the craft is completely out of control.
Using the SURF mode in SMART A.S.S. has the same issue when making pitch alterations.