We obtain the explicit upper Bellman function for the natural dyadic maximal operator acting from BMO(R n ) into BLO(R n ). As a consequence, we show that the BMO → BLO norm of the natural operator equals 1 for all n, and so does the norm of the classical dyadic maximal operator. The main result is a partial corollary of a theorem for the so-called α -trees, which generalize dyadic lattices. The Bellman function in this setting exhibits an interesting quasi-periodic structure depending on α, but also allows a majorant independent of α, hence the dimension-free norm constant. We also describe the decay of the norm with respect to the difference between the average of a function on a cube and the infimum of its maximal function on that cube. An explicit norm-optimizing sequence is constructed.