I added $base = '/'; into the config, which solved the issue.
define('MULTISITE', true);
define('SUBDOMAIN_INSTALL', true);
define('DOMAIN_CURRENT_SITE', 'mydomain.com');
$base = '/';
define('PATH_CURRENT_SITE', '/');
define('SITE_ID_CURRENT_SITE', 1);
define('BLOG_ID_CURRENT_SITE', 1);