Combined optical nonlinearity of bound and free electrons in a fast-ionizing medium driven by ultrashort, mid-infrared (mid-IR) pulses gives rise to a vast variety of ultrafast nonlinear-optical scenarios, producing bright, broadband radiation in spectral ranges as different as ultraviolet (UV) and terahertz (THz). Given its enormous bandwidth, a quantitative experimental analysis of this type of nonlinear response is anything but simple. Here, we confront this challenge by ultrabroadband spectral measurements performed across the spectral range from the UV to the millimeter-wave (MMW) band jointly with beam profile analysis in the THz-to-MMW band and direct time-domain field waveform characterization. As one of the most striking results, the nonlinear response of a fast-ionizing gas driven by a two-color field, consisting of a high-peak-power sub-100-fs mid-IR pulse and its second harmonic, is shown to provide a source of a bright multiband supercontinuum (SC) radiation, whose spectrum spans over about 14 octaves, stretching from below 300 nm all the way beyond 4.3 mm. The MMW-to-THz part of this SC is emitted, as direct measurements show, in the form of half-cycle field waveforms that can be focused to yield a field strength of ≈ 5 M V / c m . At least 1.5% of the MMW–THz supercontinuum energy is emitted in the MMW range, giving rise to MMW field strengths up to 100 kV/cm in the beam waist region.