Here’s something you may have suspected but didn’t know for sure: Twitter’s mentions folder is unreliable.
It misses replies. Loses them. Mentions disappear into the ether.
I know this because when I look for replies and mentions of my username using Twitter’s powerful search functionality it finds a lot, lot more, including retweets (organic and internal), something which the mentions folder misses all the time. Also, if you use Twitter to share content from your website or blog your mentions folder won’t pick that up at all – even if your domain is the same as your username.