Depending on the weather, the fuel blend, the oil you run, and your parking conditions, 5mpg can be a normal MPG penalty.

For example, if it's below freezing in the morning, the car's been parked outside, and you're running 10W-40 oil, you can expect the car to run rich until it reaches operating temperature and have additional losses due to the viscosity of the oil. Before tearing into anything, wait for better weather and see if your economy returns to "normal".

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Current stable:
1995 E320 149K (Nancy)
1983 500SL 120K (SLoL)

Black Sheep:
1985 524TD 167K (TotalDumpster™)

Gone but not forgotten:
1986 300SDL (RIP)
1991 350SD
1991 560SEL
1990 560SEL
1986 500SEL Euro (Rusted to nothing at 47K!)