Macbook Pro losing internet connection when in clamshell mode

Hey guys.

I bought a monitor last month to use with my Macbook Pro. In the videos I found saw that you can have the macbook closed while using it on a monitor, and it does work for me. However I have noticed that the internet connection is MUCH worse with it closed. I thought it was something to do with the position in the house I had it, however after moving it several times I noticed that it seems to work absolutely fine when it's open (with the monitor still attached).

Is this a known issue?