Platforms like metabolomics provide an unprecedented view on the chemical versatility in biomedical samples. Many diseases reflect themselves as perturbations in specific metabolite combinations. Multivariate analyses are essential to detect such combinations and associate them to specific diseases. For this, usually targeted discriminations of samples associated to a specific disease from non-diseased control samples are used. Such targeted data interpretation may not respect the heterogeneity of metabolic responses, both between diseases and within diseases. Here we show that multivariate methods that find any set of perturbed metabolites in a single patient, may be employed in combination with data collected with a single metabolomics technology to simultaneously investigate a large array of diseases. Several such untargeted data analysis approaches have been already proposed in other fields to find both expected and unexpected perturbations, e.g. in Statistical Process Control. We have critically compared several of these approaches for their sensitivity and their correct identification of the specifically perturbed metabolites. Also a new approach is introduced for this purpose. The newly introduced Sparse Mean approach, which we find here as most sensitive and best able to identify the specifically perturbed metabolites, turns metabolomics into an untargeted diagnostic platform. Aside from metabolomics, the proposed approach may greatly benefit fault diagnosis with untargeted analyses in many other fields, such as Industrial Process Control, food Adulteration Detection, and Intrusion Detection.