Mahalanobis' distance (MD) is a statistical measure of the extent to which cases are multivariate outliers, based on a chi-square distribution, assessed using p < .001.
The critical chi-square values for 2 to 10 degrees of freedom at a critical alpha of .001 are shown below.
A maximum MD larger than the critical chi-square value for df = k (the number of predictor variables in the model) at a critical alpha value of .001 indicates the presence of one or more multivariate outliers.
For df > 10, refer to a chi-square table (Google search).
- Detecting outliers - Multivariate (PsychWiki)