Preheat your oven to 350°F (175°C). Grease your 9x5 inch loaf pan lightly with butter or non-stick spray, then dust with flour to prevent sticking. Set aside.
In a large mixing bowl, beat the softened butter and granulated sugar together until light and fluffy, about 3 to 5 minutes with an electric mixer on medium speed.
Add the eggs one at a time, beating well after each addition. Stir in the vanilla extract.
In a separate bowl, sift together the all-purpose flour, baking powder, baking soda, salt, cinnamon, and nutmeg.
In another small bowl, whisk together the pumpkin puree and milk until smooth.
Gradually add the dry ingredients to the butter mixture alternately with the pumpkin-milk mixture, beginning and ending with the dry ingredients. Mix just until combined.
Transfer about one-third of the batter into a small bowl. Add the unsweetened cocoa powder to this portion and mix well until fully incorporated.
Spoon half of the pumpkin batter into the prepared loaf pan. Dollop all of the chocolate batter on top, then add the remaining pumpkin batter. Using a toothpick or skewer, gently swirl the batters together to create a marbled effect. Be careful not to overmix.
Place the pan in the oven and bake for 55 to 65 minutes. Check doneness by inserting a toothpick into the center; it should come out clean or with a few moist crumbs attached.
Allow the cake to cool in the pan for 10 minutes, then transfer to a cooling rack to cool completely before slicing.