Blown headgasket. I had this same problem. I thought it was my aftermarket catch can because the coolant kept overflowing from the radiator to the can. So then I ended up simply adding coolant every few weeks, until it ended up overheating one day. I had JUST put in coolant a few days prior when this happened, so I was REALLY surprised.
I ended up taking it to a local Mazda dealer to run the leak down test. It was the head gasket. Luckily the car didn't get any head damage and it just needed a new head gasket. I bought a Cometic and had it installed. No problems overheating since then.