Can't call targets that contain forward slashes in names on with MinGW Makefile generator

MinGW Makefile generator sometimes creates targets with forward slashes in names. E.g. for CMakeLists.txt:

add_executable(<my-executable> some/source/file.cpp)

CMake will generate target named some/source/file.obj for compilation of this single file. But on MinGW calling this target through CMake (cmake.exe --build <build-dir> --target some/source/file.obj) will result in error:

mingw32-make.exe: *** No rule to make target 'some\source\file.obj'.  Stop.

This happens with every target that contain forward slashes. Forward slashes are converted to backward which causes error during target resolution. I could reproduce this error only with MinGW generator. NMake generator and Unix Makefiles generator works fine.