A novel data-driven technique for performance assessment of multivariate control loops that takes into account the interactions within the system is proposed. The technique merges the Hurst-exponent-based single-input single-output controller performance index with Mahalanobis distance to devise a multiple-input multiple-output (MIMO) controller performance index. The distinct advantage over the standard minimum variance index and novelty of the proposed approach lies in its ability to quantify the performance of MIMO controller without the knowledge of interactor matrix or system description, which leads to the technique being insensitive to model plant mismatch and easily applicable to nonlinear systems. Only closed-loop routine operating data are required. This new methodology is tested on benchmark systems from the literature and simulation results are presented. Comparison with minimum variance index-based techniques reveals excellent agreement in the trends of both approaches. The results establish the proposed approach as a promising tool for interactor-matrix-independent MIMO control loop performance assessment. © 1993-2012 IEEE.