A major challenge in structural health monitoring (SHM) is the efficient handling of big data, namely of high-dimensional datasets, when damage detection under environmental variability is being assessed. To address this issue, a novel data-driven approach to early damage detection is proposed here. The approach is based on an efficient partitioning of the dataset, gathering the sensor recordings, and on classical multidimensional scaling (CMDS). The partitioning procedure aims at moving towards a low-dimensional feature space; the CMDS algorithm is instead exploited to set the coordinates in the mentioned low-dimensional space, and define damage indices through norms of the said coordinates. The proposed approach is shown to efficiently and robustly address the challenges linked to high-dimensional datasets and environmental variability. Results related to two large-scale test cases are reported: the ASCE structure, and the Z24 bridge. A high sensitivity to damage and a limited (if any) number of false alarms and false detections are reported, testifying the efficacy of the proposed data-driven approach.