How to Make It
In a large bowl, whisk the bread flour with the rye flour, cornmeal, whole-wheat flour, cocoa powder and salt.
In a microwave-safe bowl, warm 3/4 cup of the milk at high until warm, about 45 seconds. Sprinkle the brown sugar into the warm milk along with the yeast. Let stand at room temperature until foamy, about 5 minutes.
In the bowl of a stand mixer fitted with a dough hook, combine the yeast mixture with the molasses and the remaining 1 1/4 cups of milk. Mix at low speed until the just combined. Add the dry ingredients to the bowl and continue mixing at moderately low speed until the dough begins to clean the sides of the bowl, about 6 minutes. Add the softened butter and increase the mixer speed to medium; beat until the butter is incorporated and the dough is clinging to the hook, about 6 minutes more. (The dough will look greasy.) Scrape the dough onto a lightly floured surface and knead until smooth and it springs back to the touch, about 8 minutes. Transfer the dough to a buttered bowl and cover with plastic wrap. Let stand at room temperature until double in bulk, about 45 minutes.
Lightly butter a 10-by-5-inch loaf pan. On a lightly floured work surface, pat the dough into a 10-inch square. Roll the dough into a cylinder and pinch the seams together. Place seam-side down in the prepared loaf pan and gently push the dough to the corners of the loaf pan. Cover with plastic wrap and let rise in a warm place until doubled in bulk, about 45 minutes more.
Preheat the oven to 375°. Discard the plastic wrap and bake the pumpernickel bread for 35 minutes, until the crust is dark brown. Transfer the bread to a wire rack and let stand for 10 minutes. Carefully remove the bread from the loaf pan and let cool completely, 1 hour longer.