Graphene, a single atomic layer of covalently bonded carbon atoms, has been investigated intensively for optoelectronics and represents a promising candidate for high-speed electronics. Here, we present a microwave mixer constructed as an asymmetrically contacted two-terminal graphene device based on the thermoelectric effect. We report a 50 GHz (minimum) mixer bandwidth as well as 130 V/W (163 mA/W) extrinsic direct-detection responsivity. Anomalous second-harmonic generation due to self-mixing in our graphene detector is also observed. Careful investigation of the responsivity from four different approaches gives consistent results, confirming the exceptional performance of our zero-bias device operating at room temperature. The 50 GHz bandwidth indicates an extremely fast response time and our experimental results represent an encouraging advance toward practical graphene microwave devices with anticipated future applications extended through millimeter wave and terahertz frequencies.