gas is made differently in the winter and performance greatly suffers from it..
also try blocking off half of the radiator with a peice of cardboard to get your car nice and warm.. if it gets too hot and tries to overheat then reduce the amount of cardboard.. a hot motor in the winter WILL get better mpg..
in the winter the air is also more dense and your getting more air in and the car shoves more fuel in to compensate.. also cold starts yeild a very rich fuel map..
also check the coolant temp sensor that goes to the ecu.. if this is screwy you will get terrible gas mileage and performance.
everything i have said is for cold weather climates where its normally very cold out all the time.