It may also take your focus away from becoming good enough in your primary skill to pass the hiring bar. If you can do engineering, marketing and UX design, but you're not good enough in any of these fields to get hired as an engineer, marketer or designer, you're in trouble.
I think it's better to pick a primary field, get to the top 10% in that field, while being good enough at a secondary skill. For example, "I'm a great engineer, but I can also get you your first 10,000 users on the marketing side. I won't be as good as a dedicated marketing person, of course, but I can get this job done." Then you can apply for an engineer job, convince them how good an engineer you're, and then convince them that you also have some design and marketing skills.
(10% was an arbitrary number. The point is that your skills in your primary field should be good enough to clear the bar.)