Milk Punch - A Holiday Classic from 1688 (The Educated Barfly)

I've done a variation of this, but never knew it was an actual cocktail. I definitely gotta drink one of these soon!

Recipe
4 oz Whole Milk
1 oz Brandy
1/2 oz Virgin Island Rum
.375oz Simple Syrup
2 Dashes Vanilla Extract
Grated Nutmeg Garnish