We are used to the weather – climate dichotomy, yet the great majority of the spectral variance of atmospheric fields is in the continuous "background" and this defines instead a trichotomy with a "macroweather" regime in the intermediate range ≈10 days to 30 yr. In the weather, macroweather and climate regimes, exponents characterize the type of variability over the entire ranges and it is natural to identify them with qualitatively different synergies of nonlinear dynamical mechanisms that repeat scale after scale. Since climate models are essentially meteorological models (although with extra couplings) it is thus important to determine whether they currently model all three regimes. Using Last Millennium simulations from four GCM's, we show that control runs only reproduce macroweather and that runs with various (reconstructed) climate forcings do somewhat better but have overly weak multicentennial variabilities. A possible explanation is that the models lack – or inadequately treat – important slow "climate" processes such as land-ice or deep ocean dynamics.