Covariance matrix still Σ after vector d

I have the following information:

Let X = [X1,X2,X3]' be distributed as N3(μ, Σ), where:

    4 1 0
Σ = 1 3 0
    0 0 2

And then I am given the following statement:

Let d = [1,2,4]', the covariance matrix of X + d is still Σ.

Can anybody help explain me why this is true?

Thanks