Yes... and when it comes to wind, it's not a 50/50 relationship. Wind almost always HURTS your MPG. Very rarely does it help.

Wind from the front - bad... worst possible.
Wind from the front diagonal - bad.
Wind from the side, 90 degrees to travel - bad.
Wind from the rear diagonal - sometimes bad for MPG.
Wind from the rear, or nearly rear direction - good.

If you draw a compass circle around your car, 70% of the possible wind direction is bad for your MPG. 10% marginal, and only 20% is "helpful".

An eye opener perhaps, but makes sense when you think about it.

-John