Does the condition exist when the car is warmed up? It is typical for the moisture in normal exhaust, when the car is not warmed up and the cat is cold, to become visible white puffs that evaporate again in relatively short order. The higher the humidity the more visible the vapor coming out with the exhaust as water vapor is a major constituent of exhaust in a well running machine. If the water vapor is cooled by the ambient air enough to increase the relative humidity to near 100%, you see a cloud or puff of white looking stuff hanging around the exhaust pipe.
As the cat heats up, and the exhaust pipe and muffler heat up, the hotter exhaust keeps the relative humidity around the exhaust pipe opening lower, as it heats the ambient air enough to lower its relative humidity enough to keep the exhaust water vapor from becoming visible. When the car is moving the relatively small volume of exhaust mixes with the relatively large volume of ambient air, making the contribution of water vapor from the exhaust very minor, and it does not remain visible. Unless the ambient air is near or at 100% relative humidity, in which case the exhaust plume is visible even when the engine is warm. In my experience, these are not signs of head gasket leaks or any other impending doom. They are normal. If you see that you are consuming coolant, that is another story. Loss of coolant is always a concern, as if it is just leaking, leaks rarely get better on their own, and usually lead to a complete failure of a hose, connection or water pump seal that will incapacitate the vehicle. If it is being sucked into the combustion chamber, it can cause other problems. But water vapor at the tailpipe when the engine is cold is not necessarily a sign of coolant running through the engine combustion path. Good Luck, Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)