We design an $(\varepsilon, δ)$-differentially private algorithm to estimate the mean of a $d$-variate distribution, with unknown covariance $Σ$, that is adaptive to $Σ$. To within polylogarithmic factors, the estimator achieves optimal rates of convergence with respect to the induced Mahalanobis norm $||\cdot||_Σ$, takes time $\tilde{O}(n d^2)$ to compute, has near linear sample complexity for sub-Gaussian distributions, allows $Σ$ to be degenerate or low rank, and adaptively extends beyond sub-Gaussianity. Prior to this work, other methods required exponential computation time or the superlinear scaling $n = Ω(d^{3/2})$ to achieve non-trivial error with respect to the norm $||\cdot||_Σ$.