You just get more power in the cold because the air is denser, but its also harder for the car to move through the air so it's much of a muchness at higher speeds.
The air is denser when its colder but you are getting more volume of air in because it is denser so the car puts in more fuel to keep the AFR the same.
I am getting better MPG just now but that is only because the roads are icy so I am driving to the conditions
I normally put in £40 a week from the fuel light coming on and get around 180-220 miles from that