This paper proposes a data-driven approach for model predictive control (MPC) performance monitoring. It explores the I/O data of the MPC system. First, to evaluate the MPC performance and capture the fluctuation of the process variables, we present an overall performance index based on Mahalanobis distance (MDBI) with its deduced benchmark. The Mahalanobis distance can better characterize the change of the process variable in both principal component space and residual space. As the proper vectors of the two spaces are orthogonal, the MDBI eliminates the correlation between the process variables while considering the variables' characteristics in both spaces simultaneously, which helps evaluate the MPC performance more effectively with fewer monitoring parameters. Furthermore, for the MPC performance diagnosis, we use the MDBI as inputs and construct a support vector machine (SVM) pattern classifier. The classifier can achieve a higher accuracy when recognizing four common performance degradation patterns and determine the root cause of performance degradation. The results of simulations on the Wood-Berry distillation column process and experiments on NIAT multifunctional experiment platform illustrate the effectiveness of the proposed performance assessment/diagnosis strategies.